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~isPartOf:"Economic modelling"
~isPartOf:"Revue française d'économie : RFE"
~person:"Mills, Terence C."
~person:"Racicot, François-Éric"
~person:"Zhang, Yahong"
~subject:"Shock"
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Mills, Terence C.
Racicot, François-Éric
Zhang, Yahong
Hur, Joonyoung
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Kim, Bae-Geun
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Narayan, Paresh Kumar
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Théoret, Raymond
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Economic modelling
Revue française d'économie : RFE
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Financial innovation : FIN
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International review of economics & finance : IREF
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ECONIS (ZBW)
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The response of hedge fund tail risk to macroeconomic shocks : a nonlinear VAR approach
Gregoriou, Greg N.
;
Racicot, François-Éric
;
Théoret, …
- In:
Economic modelling
94
(
2021
),
pp. 843-872
Persistent link: https://www.econbiz.de/10012695357
Saved in:
2
Hedge fund return higher moments over the business cycle
Racicot, François-Éric
;
Théoret, Raymond
- In:
Economic modelling
78
(
2019
),
pp. 73-97
Persistent link: https://www.econbiz.de/10012198849
Saved in:
3
Risk shocks in a small open economy : business cycle dynamics in Canada
Mendicino, Caterina
;
Zhang, Yahong
- In:
Economic modelling
72
(
2018
),
pp. 391-409
Persistent link: https://www.econbiz.de/10012100429
Saved in:
4
Financial factors and labor market fluctuations
Zhang, Yahong
- In:
Economic modelling
74
(
2018
),
pp. 24-44
Persistent link: https://www.econbiz.de/10012101310
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